The recent development of “time-uniform” or “anytime” Chernoff bounds [1]} relieve the experimenter of the burden of parameter-tuning. Arising from this line of research is the framework of prior-posterior-ratio (PPR) martingale confidence sequences [2]}, which result in a simple and intuitive stopping rule. Although the rule may be applied to a wide range of single-parameter families, we restrict our upcoming
discussion to the Bernoulli case at hand: that is, to test whether \(p_{1} > \frac{1}{2}\) .
